USDU vs. FXY
Compare and contrast key facts about WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and Invesco CurrencyShares® Japanese Yen Trust (FXY).
USDU and FXY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USDU is an actively managed fund by WisdomTree. It was launched on Dec 18, 2013. FXY is a passively managed fund by Invesco that tracks the performance of the Japanese Yen. It was launched on Feb 12, 2007.
Performance
USDU vs. FXY - Performance Comparison
Loading graphics...
USDU vs. FXY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 1.86% | -3.14% | 14.56% | 3.10% | 7.67% | 4.07% | -5.43% | 1.54% | 5.40% | -7.44% |
FXY Invesco CurrencyShares® Japanese Yen Trust | -1.48% | 0.09% | -10.93% | -7.44% | -12.75% | -10.90% | 4.61% | 0.37% | 2.31% | 3.17% |
Returns By Period
In the year-to-date period, USDU achieves a 1.86% return, which is significantly higher than FXY's -1.48% return. Over the past 10 years, USDU has outperformed FXY with an annualized return of 2.70%, while FXY has yielded a comparatively lower -3.97% annualized return.
USDU
- 1D
- -0.19%
- 1M
- 1.66%
- YTD
- 1.86%
- 6M
- 3.49%
- 1Y
- 0.52%
- 3Y*
- 5.21%
- 5Y*
- 4.91%
- 10Y*
- 2.70%
FXY
- 1D
- -0.14%
- 1M
- -1.03%
- YTD
- -1.48%
- 6M
- -7.55%
- 1Y
- -6.20%
- 3Y*
- -6.24%
- 5Y*
- -7.47%
- 10Y*
- -3.97%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
USDU vs. FXY - Expense Ratio Comparison
USDU has a 0.51% expense ratio, which is higher than FXY's 0.40% expense ratio.
Return for Risk
USDU vs. FXY — Risk / Return Rank
USDU
FXY
USDU vs. FXY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and Invesco CurrencyShares® Japanese Yen Trust (FXY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| USDU | FXY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | -0.61 | +0.68 |
Sortino ratioReturn per unit of downside risk | 0.16 | -0.82 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.02 | 0.91 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | -0.48 | +0.50 |
Martin ratioReturn relative to average drawdown | 0.04 | -0.80 | +0.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| USDU | FXY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | -0.61 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | -0.74 | +1.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | -0.42 | +0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | -0.18 | +0.62 |
Correlation
The correlation between USDU and FXY is -0.51. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
USDU vs. FXY - Dividend Comparison
USDU's dividend yield for the trailing twelve months is around 3.76%, while FXY has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 3.76% | 3.83% | 3.97% | 6.99% | 7.83% | 0.00% | 0.69% | 3.06% | 0.88% | 0.00% | 0.00% | 6.48% |
FXY Invesco CurrencyShares® Japanese Yen Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
USDU vs. FXY - Drawdown Comparison
The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum FXY drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for USDU and FXY.
Loading graphics...
Drawdown Indicators
| USDU | FXY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -56.03% | +41.49% |
Max Drawdown (1Y)Largest decline over 1 year | -5.36% | -12.45% | +7.09% |
Max Drawdown (5Y)Largest decline over 5 years | -9.28% | -34.49% | +25.21% |
Max Drawdown (10Y)Largest decline over 10 years | -14.54% | -40.84% | +26.30% |
Current DrawdownCurrent decline from peak | -2.29% | -55.57% | +53.28% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -27.49% | +22.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 7.49% | -4.63% |
Volatility
USDU vs. FXY - Volatility Comparison
The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.85%, while Invesco CurrencyShares® Japanese Yen Trust (FXY) has a volatility of 2.33%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than FXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| USDU | FXY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 2.33% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 4.20% | 6.07% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.86% | 10.25% | -3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.65% | 10.20% | -3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.49% | 9.47% | -1.98% |